+23.8%
FLUT vs OTIS
+97.1%
-73.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | +7.7% | -2.0% | +9.7% | +8.7% |
| 3M | -0.7% | +2.6% | -3.3% | -1.6% |
| 6M | -11.2% | -20.9% | +9.8% | -3.0% |
| YTD | -53.4% | -17.1% | -36.3% | -50.2% |
| 1Y | -65.8% | -15.9% | -49.9% | -63.6% |
| 3Y | -44.9% | -12.7% | -32.2% | -43.3% |
| 5Y | -49.7% | -15.7% | -34.0% | -49.2% |
| All | +23.8% | +97.1% | -73.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling